Question about time limit of BONMIN (MINLP)?

[Kuo-Shih Tseng]

Hi all,

I adopt BONMIN (algorithm: B-OA) to solve a MINLP problem.

The computational time of solving my MINLP problem is around 4 sec ~ 100 msec.

I need  to fix the computational time smaller than 250 mec.

My application is able to bear larger error instead of longer computational time.

I read the BONMIN_UserManual.pdf. I found the following information.

"

For example, we may want to run a maximum of 60 seconds of FP for MINLP
until 6 solutions are found at the beginning of the hybrid algorithm. To do so
we set the following option in bonmin.opt
bonmin.algorithm B-Hyb
bonmin.pump_for_minlp yes #Tells to run fp for MINLP
pump_for_minlp.time_limit 60 #set a time limit for the pump
pump_for_minlp.solution_limit 6 # set a solution limit

"

It seems that user can set up the maximal computational time for the solver.

However, I cannot find bonmin.opt in my OPTI folder.

Does any one know how to set it in MATLAB or in BONMIN source code?

Thank you!

[Jonathan Currie]

Hi, use bonminset(), as per the example below:

 

http://i2c2.aut.ac.nz/Wiki/OPTI/index.php/Advanced/Opts#sOpts

 

Jonathan

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[Kuo-Shih Tseng]

Hi Jonathan,

I tried it.

there is no "maxtime" parameter in bonminset.

I use  optiset('maxtime',0.2);

It works! I will do more tests.

Thank you!

Kuo-Shih

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[Kuo-Shih Tseng]

Hi Jonathan,

If I set maxtime is 0.2sec, it will take more than the 0.2sec.

So, I found that the minimum number of "maxtime" is 1 sec.

Is it correct?

Best,

Kuo-Shih
On Wednesday, August 20, 2014 8:45:55 PM UTC-5, Jonathan Currie wrote:

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[Jonathan Currie]

Hi Kuo-Shih,

 

I apologize I didn’t read your initial email carefully enough. Bonmin (as with many other solvers) cannot guarantee to finish within a specified time. The max-time is simply used  (as far as I know) to check if the current execution time is >= max time, and therefore exit. It is likely that in a user callback (i.e. your nonlinear function), a sub-solver (e.g. CBC/CLP) or a BLAS/LAPACK routine that the solver passes the maximum execution time, and it is only checked once back in Bonmin’s main solver loop, thus going ‘over-time’ in your application.

 

In addition, I’m not sure whether Bonmin only uses integers for setting the max time, or accepts fractions of a second (check the manual). Optiset() attempts to set the correct maximum time options within the solver, but it is not guaranteed.

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